+75.6%
IVV vs PEP
+3.2%
+72.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -2.3% | +13.6% | -16.0% | -5.1% |
| 3M | -1.2% | +5.1% | -6.3% | -2.3% |
| 6M | +3.3% | -1.6% | +4.9% | +3.6% |
| YTD | +12.3% | +3.3% | +9.0% | +10.6% |
| 1Y | +12.5% | +3.2% | +9.3% | +10.7% |
| 3Y | +79.2% | -3.9% | +83.1% | +76.9% |
| 5Y | +75.6% | +4.0% | +71.6% | +63.9% |
| All | +75.6% | +3.2% | +72.4% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling